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  <font size="+3">&#8592;</font> <a href="https://hosseinmoein.github.io/DataFrame/docs/HTML/DataFrame.html">Back to Documentations</a><BR><BR>
  
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      <th>Signature</th> <th>Description</th> <th>Parameters</th>
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<pre class="code_syntax" style="color:#000000;background:#ffffff00;"><span class="line_wrapper"><span style="color:#004a43; ">#</span><span style="color:#004a43; ">include </span><span style="color:#800000; ">&lt;</span><span style="color:#40015a; ">DataFrame/DataFrameFinancialVisitors.h</span><span style="color:#800000; ">&gt;</span></span>
<span class="line_wrapper"></span>
<span class="line_wrapper"><span style="color:#800000; font-weight:bold; ">template</span><span style="color:#800080; ">&lt;</span><span style="color:#800000; font-weight:bold; ">typename</span> T<span style="color:#808030; ">,</span> <span style="color:#800000; font-weight:bold; ">typename</span> I <span style="color:#808030; ">=</span> <span style="color:#800000; font-weight:bold; ">unsigned</span> <span style="color:#800000; font-weight:bold; ">long</span><span style="color:#808030; ">,</span></span>
<span class="line_wrapper">         <span style="color:#666616; ">std</span><span style="color:#800080; ">::</span><span style="color:#603000; ">size_t</span> A <span style="color:#808030; ">=</span> <span style="color:#008c00; ">0</span><span style="color:#800080; ">&gt;</span></span>
<span class="line_wrapper"><span style="color:#800000; font-weight:bold; ">struct</span> AvgDirMovIdxVisitor<span style="color:#800080; ">;</span></span>
<span class="line_wrapper"></span>
<span class="line_wrapper"><span style="color:#696969; ">// -------------------------------------</span></span>
<span class="line_wrapper"></span>
<span class="line_wrapper"><span style="color:#800000; font-weight:bold; ">template</span><span style="color:#800080; ">&lt;</span><span style="color:#800000; font-weight:bold; ">typename</span> T<span style="color:#808030; ">,</span> <span style="color:#800000; font-weight:bold; ">typename</span> I <span style="color:#808030; ">=</span> <span style="color:#800000; font-weight:bold; ">unsigned</span> <span style="color:#800000; font-weight:bold; ">long</span><span style="color:#808030; ">,</span></span>
<span class="line_wrapper">         <span style="color:#666616; ">std</span><span style="color:#800080; ">::</span><span style="color:#603000; ">size_t</span> A <span style="color:#808030; ">=</span> <span style="color:#008c00; ">0</span><span style="color:#800080; ">&gt;</span></span>
<span class="line_wrapper"><span style="color:#800000; font-weight:bold; ">using</span> adx_v <span style="color:#808030; ">=</span> AvgDirMovIdxVisitor<span style="color:#800080; ">&lt;</span>T<span style="color:#808030; ">,</span> I<span style="color:#808030; ">,</span> A<span style="color:#800080; ">&gt;</span><span style="color:#800080; ">;</span></span>
<span class="line_wrapper"></span></pre>
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      <td>
        This is a "single action visitor", meaning it is passed the whole data vector in one call and you must use the single_act_visit() interface.<BR><BR>
        This visitor calculates Average Directional Movement Index (ADX) indicator. It requires 3 input columns in the order of <I>low, high, close</I>.<BR>
        The result is a vector with the same number of values as the given columns. The first value in result is 0.<BR><BR>
Designed by Welles Wilder for commodity daily charts, the ADX is now used in several markets by technical traders to judge the strength of a trend. The ADX makes use of a positive (+DI) and negative (-DI) directional indicator in addition to the trendline. The trend has strength when ADX is above 25; the trend is weak or the price is trendless when ADX is below 20, according to Wilder. Non-trending doesn't mean the price isn't moving. It may not be, but the price could also be making a trend change or is too volatile for a clear direction to be present.<BR>
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        <B>T</B>: Column data type<BR>
        <B>I</B>: Index type<BR>
        <B>A</B>: Memory alignment boundary for vectors. Default is system default alignment<BR>
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<pre style='color:#000000;background:#ffffff00;'><span style='color:#800000; font-weight:bold; '>static</span> <span style='color:#800000; font-weight:bold; '>void</span> test_AvgDirMovIdxVisitor<span style='color:#808030; '>(</span><span style='color:#808030; '>)</span>  <span style='color:#800080; '>{</span>

    <span style='color:#666616; '>std</span><span style='color:#800080; '>::</span><span style='color:#603000; '>cout</span> <span style='color:#808030; '>&lt;</span><span style='color:#808030; '>&lt;</span> <span style='color:#800000; '>"</span><span style='color:#0f69ff; '>\n</span><span style='color:#0000e6; '>Testing AvgDirMovIdxVisitor{  } ...</span><span style='color:#800000; '>"</span> <span style='color:#808030; '>&lt;</span><span style='color:#808030; '>&lt;</span> <span style='color:#666616; '>std</span><span style='color:#800080; '>::</span><span style='color:#603000; '>endl</span><span style='color:#800080; '>;</span>

    <span style='color:#800000; font-weight:bold; '>typedef</span> StdDataFrame<span style='color:#800080; '>&lt;</span><span style='color:#666616; '>std</span><span style='color:#800080; '>::</span><span style='color:#603000; '>string</span><span style='color:#800080; '>></span> StrDataFrame<span style='color:#800080; '>;</span>

    StrDataFrame    df<span style='color:#800080; '>;</span>

    <span style='color:#800000; font-weight:bold; '>try</span>  <span style='color:#800080; '>{</span>
        df<span style='color:#808030; '>.</span>read<span style='color:#808030; '>(</span><span style='color:#800000; '>"</span><span style='color:#0000e6; '>data/SHORT_IBM.csv</span><span style='color:#800000; '>"</span><span style='color:#808030; '>,</span> io_format<span style='color:#800080; '>::</span>csv2<span style='color:#808030; '>)</span><span style='color:#800080; '>;</span>

        adx_v<span style='color:#800080; '>&lt;</span><span style='color:#800000; font-weight:bold; '>double</span><span style='color:#808030; '>,</span> <span style='color:#666616; '>std</span><span style='color:#800080; '>::</span><span style='color:#603000; '>string</span><span style='color:#800080; '>></span>  adx_v <span style='color:#808030; '>(</span><span style='color:#008c00; '>3</span><span style='color:#808030; '>,</span> <span style='color:#008c00; '>4</span><span style='color:#808030; '>)</span><span style='color:#800080; '>;</span>

        df<span style='color:#808030; '>.</span>single_act_visit<span style='color:#800080; '>&lt;</span><span style='color:#800000; font-weight:bold; '>double</span><span style='color:#808030; '>,</span> <span style='color:#800000; font-weight:bold; '>double</span><span style='color:#808030; '>,</span> <span style='color:#800000; font-weight:bold; '>double</span><span style='color:#800080; '>></span><span style='color:#808030; '>(</span><span style='color:#800000; '>"</span><span style='color:#0000e6; '>IBM_Low</span><span style='color:#800000; '>"</span><span style='color:#808030; '>,</span> <span style='color:#800000; '>"</span><span style='color:#0000e6; '>IBM_High</span><span style='color:#800000; '>"</span><span style='color:#808030; '>,</span> <span style='color:#800000; '>"</span><span style='color:#0000e6; '>IBM_Close</span><span style='color:#800000; '>"</span><span style='color:#808030; '>,</span> adx_v<span style='color:#808030; '>)</span><span style='color:#800080; '>;</span>

        assert<span style='color:#808030; '>(</span>adx_v<span style='color:#808030; '>.</span>get_result<span style='color:#808030; '>(</span><span style='color:#808030; '>)</span><span style='color:#808030; '>.</span>size<span style='color:#808030; '>(</span><span style='color:#808030; '>)</span> <span style='color:#808030; '>=</span><span style='color:#808030; '>=</span> <span style='color:#008c00; '>1721</span><span style='color:#808030; '>)</span><span style='color:#800080; '>;</span>
        assert<span style='color:#808030; '>(</span>adx_v<span style='color:#808030; '>.</span>get_result<span style='color:#808030; '>(</span><span style='color:#808030; '>)</span><span style='color:#808030; '>[</span><span style='color:#008c00; '>0</span><span style='color:#808030; '>]</span> <span style='color:#808030; '>=</span><span style='color:#808030; '>=</span> <span style='color:#008c00; '>0</span><span style='color:#808030; '>)</span><span style='color:#800080; '>;</span>
        assert<span style='color:#808030; '>(</span><span style='color:#666616; '>std</span><span style='color:#800080; '>::</span><span style='color:#603000; '>abs</span><span style='color:#808030; '>(</span>adx_v<span style='color:#808030; '>.</span>get_result<span style='color:#808030; '>(</span><span style='color:#808030; '>)</span><span style='color:#808030; '>[</span><span style='color:#008c00; '>10</span><span style='color:#808030; '>]</span> <span style='color:#808030; '>-</span> <span style='color:#008000; '>0.73029</span><span style='color:#808030; '>)</span> <span style='color:#808030; '>&lt;</span> <span style='color:#008000; '>0.00001</span><span style='color:#808030; '>)</span><span style='color:#800080; '>;</span>
        assert<span style='color:#808030; '>(</span><span style='color:#666616; '>std</span><span style='color:#800080; '>::</span><span style='color:#603000; '>abs</span><span style='color:#808030; '>(</span>adx_v<span style='color:#808030; '>.</span>get_result<span style='color:#808030; '>(</span><span style='color:#808030; '>)</span><span style='color:#808030; '>[</span><span style='color:#008c00; '>14</span><span style='color:#808030; '>]</span> <span style='color:#808030; '>-</span> <span style='color:#008000; '>0.735792</span><span style='color:#808030; '>)</span> <span style='color:#808030; '>&lt;</span> <span style='color:#008000; '>0.000001</span><span style='color:#808030; '>)</span><span style='color:#800080; '>;</span>
        assert<span style='color:#808030; '>(</span><span style='color:#666616; '>std</span><span style='color:#800080; '>::</span><span style='color:#603000; '>abs</span><span style='color:#808030; '>(</span>adx_v<span style='color:#808030; '>.</span>get_result<span style='color:#808030; '>(</span><span style='color:#808030; '>)</span><span style='color:#808030; '>[</span><span style='color:#008c00; '>25</span><span style='color:#808030; '>]</span> <span style='color:#808030; '>-</span> <span style='color:#008000; '>0.691082</span><span style='color:#808030; '>)</span> <span style='color:#808030; '>&lt;</span> <span style='color:#008000; '>0.000001</span><span style='color:#808030; '>)</span><span style='color:#800080; '>;</span>
        assert<span style='color:#808030; '>(</span><span style='color:#666616; '>std</span><span style='color:#800080; '>::</span><span style='color:#603000; '>abs</span><span style='color:#808030; '>(</span>adx_v<span style='color:#808030; '>.</span>get_result<span style='color:#808030; '>(</span><span style='color:#808030; '>)</span><span style='color:#808030; '>[</span><span style='color:#008c00; '>1720</span><span style='color:#808030; '>]</span> <span style='color:#808030; '>-</span> <span style='color:#008000; '>0.372184</span><span style='color:#808030; '>)</span> <span style='color:#808030; '>&lt;</span> <span style='color:#008000; '>0.000001</span><span style='color:#808030; '>)</span><span style='color:#800080; '>;</span>
        assert<span style='color:#808030; '>(</span><span style='color:#666616; '>std</span><span style='color:#800080; '>::</span><span style='color:#603000; '>abs</span><span style='color:#808030; '>(</span>adx_v<span style='color:#808030; '>.</span>get_result<span style='color:#808030; '>(</span><span style='color:#808030; '>)</span><span style='color:#808030; '>[</span><span style='color:#008c00; '>1712</span><span style='color:#808030; '>]</span> <span style='color:#808030; '>-</span> <span style='color:#008000; '>0.703394</span><span style='color:#808030; '>)</span> <span style='color:#808030; '>&lt;</span> <span style='color:#008000; '>0.000001</span><span style='color:#808030; '>)</span><span style='color:#800080; '>;</span>
        assert<span style='color:#808030; '>(</span><span style='color:#666616; '>std</span><span style='color:#800080; '>::</span><span style='color:#603000; '>abs</span><span style='color:#808030; '>(</span>adx_v<span style='color:#808030; '>.</span>get_result<span style='color:#808030; '>(</span><span style='color:#808030; '>)</span><span style='color:#808030; '>[</span><span style='color:#008c00; '>1707</span><span style='color:#808030; '>]</span> <span style='color:#808030; '>-</span> <span style='color:#008000; '>0.383002</span><span style='color:#808030; '>)</span> <span style='color:#808030; '>&lt;</span> <span style='color:#008000; '>0.000001</span><span style='color:#808030; '>)</span><span style='color:#800080; '>;</span>
    <span style='color:#800080; '>}</span>
    <span style='color:#800000; font-weight:bold; '>catch</span> <span style='color:#808030; '>(</span><span style='color:#800000; font-weight:bold; '>const</span> DataFrameError <span style='color:#808030; '>&amp;</span>ex<span style='color:#808030; '>)</span>  <span style='color:#800080; '>{</span>
        <span style='color:#666616; '>std</span><span style='color:#800080; '>::</span><span style='color:#603000; '>cout</span> <span style='color:#808030; '>&lt;</span><span style='color:#808030; '>&lt;</span> ex<span style='color:#808030; '>.</span>what<span style='color:#808030; '>(</span><span style='color:#808030; '>)</span> <span style='color:#808030; '>&lt;</span><span style='color:#808030; '>&lt;</span> <span style='color:#666616; '>std</span><span style='color:#800080; '>::</span><span style='color:#603000; '>endl</span><span style='color:#800080; '>;</span>
    <span style='color:#800080; '>}</span>
<span style='color:#800080; '>}</span>
</pre>
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